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Re: st: treatreg


From   Partha Deb <partha.deb@hunter.cuny.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: treatreg
Date   Sun, 13 Apr 2008 23:17:29 -0400

Martin,

Two-step fits a probit in the first step so should be identical to the results from a probit. The default (ML) fits a probit-like equation as part of a model with bivariate normal errors. So the treatment equation is not a (univariate normal-based) probit equation. Thus neither coefficients nor predictions will be the same.

Best.

Partha


Martin Weiss wrote:

Dear Statalisters,

try this in Stata:


****************************************************************************
*************
webuse labor, clear
generate wc = 0
replace wc = 1 if we > 12

**********
* ML
qui{
	treatreg ww wa cit, treat(wc=wmed wfed) first
	predict treatprob, ptrt
	
	prob wc wmed wfed
	predict probit
}

compare tre pro
**********
* 2-step
qui{
	treatreg ww wa cit, treat(wc=wmed wfed) first two
	predict treatprob2, ptrt
}

compare treatprob2 pro
l tre* pro in 20/30
****************************************************************************
*************

and let me know: why are the first stage probit predicitions different
between the ML and the conventional probit but not between the twostep and
the conventional probit? Am I missing something here?


Thanks in advance,
Martin Weiss
_________________________________________________________________

Diplom-Kaufmann Martin Weiss
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Germany

Fon: 0049-7071-2978184

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--
Partha Deb
Department of Economics
Hunter College
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